H∞ filtering for Markovian jump linear systems

被引：52

作者：

de Souza, CE ^{[1
]}

Fragoso, MD ^{[1
]}

机构：

[1] LNCC MCT, Lab Nacl Comp Cient, Dept Syst & Control, BR-25651070 Petropolis, RJ, Brazil

来源：

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 2002年 / 33卷 / 11期

关键词：

D O I：

10.1080/0020772021000017281

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The problem of Hinfinity filtering for continuous-time linear systems with Markovian jump is investigated. It was assumed that the jumping parameter was available. This paper develops necessary and sufficient conditions for designing a Markovian jump linear filter that ensures a prescribed bound on the L-2-induced gain from the noise signals to the estimation error. The main result is tailored via linear matrix inequalities.

引用

页码：909 / 915

页数：7

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